CME Canadian Dollar Future September 2015

Trading Metrics calculated at close of trading on 13-Apr-2015

Day Change Summary
	Previous	Current
	10-Apr-2015	13-Apr-2015	Change	Change %	Previous Week
Open	0.7931	0.7939	0.0008	0.1%	0.7990
High	0.7955	0.7943	-0.0012	-0.2%	0.8055
Low	0.7880	0.7895	0.0015	0.2%	0.7880
Close	0.7929	0.7923	-0.0006	-0.1%	0.7929
Range	0.0075	0.0048	-0.0027	-36.0%	0.0175
ATR	0.0072	0.0070	-0.0002	-2.4%	0.0000
Volume	251	267	16	6.4%	1,667

Daily Pivots for day following 13-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8064	0.8042	0.7949
R3	0.8016	0.7994	0.7936
R2	0.7968	0.7968	0.7932
R1	0.7946	0.7946	0.7927	0.7933
PP	0.7920	0.7920	0.7920	0.7914
S1	0.7898	0.7898	0.7919	0.7885
S2	0.7872	0.7872	0.7914
S3	0.7824	0.7850	0.7910
S4	0.7776	0.7802	0.7897

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8480	0.8379	0.8025
R3	0.8305	0.8204	0.7977
R2	0.8130	0.8130	0.7961
R1	0.8029	0.8029	0.7945	0.7992
PP	0.7955	0.7955	0.7955	0.7936
S1	0.7854	0.7854	0.7913	0.7817
S2	0.7780	0.7780	0.7897
S3	0.7605	0.7679	0.7881
S4	0.7430	0.7504	0.7833

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8055	0.7880	0.0175	2.2%	0.0065	0.8%	25%	False	False	349
10	0.8055	0.7809	0.0246	3.1%	0.0065	0.8%	46%	False	False	301
20	0.8055	0.7777	0.0278	3.5%	0.0076	1.0%	53%	False	False	244
40	0.8075	0.7777	0.0298	3.8%	0.0066	0.8%	49%	False	False	224
60	0.8315	0.7777	0.0538	6.8%	0.0066	0.8%	27%	False	False	174
80	0.8586	0.7777	0.0809	10.2%	0.0058	0.7%	18%	False	False	138
100	0.8843	0.7777	0.1066	13.5%	0.0049	0.6%	14%	False	False	118

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8147
2.618	0.8069
1.618	0.8021
1.000	0.7991
0.618	0.7973
HIGH	0.7943
0.618	0.7925
0.500	0.7919
0.382	0.7913
LOW	0.7895
0.618	0.7865
1.000	0.7847
1.618	0.7817
2.618	0.7769
4.250	0.7691

Fisher Pivots for day following 13-Apr-2015
Pivot	1 day	3 day
R1	0.7922	0.7926
PP	0.7920	0.7925
S1	0.7919	0.7924

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These figures are updated between 7pm and 10pm EST after a trading day.

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